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Performance analysis of $l_0$ norm constrained Recursive least Squares (RLS) algorithm is attempted in this paper. Though the performance pretty attractive compared to its various alternatives, no thorough study of theoretical analysis has…

Information Theory · Computer Science 2016-02-11 Samrat Mukhopadhyay , Bijit Kumar Das , Mrityunjoy Chakraborty

The L1 norm regularized least squares method is often used for finding sparse approximate solutions and is widely used in 1-D signal restoration. Basis pursuit denoising (BPD) performs noise reduction in this way. However, the shortcoming…

Computer Vision and Pattern Recognition · Computer Science 2020-01-30 Nantheera Anantrasirichai , Rencheng Zheng , Ivan Selesnick , Alin Achim

A constrained L1 minimization method is proposed for estimating a sparse inverse covariance matrix based on a sample of $n$ iid $p$-variate random variables. The resulting estimator is shown to enjoy a number of desirable properties. In…

Methodology · Statistics 2011-02-14 Tony Cai , Weidong Liu , Xi Luo

In this paper we introduce the class of infinite infimal convolution functionals and apply these functionals to the regularization of ill-posed inverse problems. The proposed regularization involves an infimal convolution of a continuously…

Optimization and Control · Mathematics 2024-12-17 Kristian Bredies , Marcello Carioni , Martin Holler , Yury Korolev , Carola-Bibiane Schönlieb

As one of the most plausible convex optimization methods for sparse data reconstruction, $\ell_1$-minimization plays a fundamental role in the development of sparse optimization theory. The stability of this method has been addressed in the…

Information Theory · Computer Science 2017-11-09 Yun-Bin Zhao , Houyuan Jiang , Zhi-Quan Luo

In functional data analysis, binary classification with one functional covariate has been extensively studied. We aim to fill in the gap of considering multivariate functional covariates in classification. In particular, we propose an…

Machine Learning · Statistics 2025-08-11 Bingfan Liu , Peijun Sang

This paper describes some new results on recursive l_1-minimizing by Kalman filtering. We consider the l_1-norm as an explicit constraint, formulated as a nonlinear observation of the state to be estimated. Interpretiing a sparse vector to…

Signal Processing · Electrical Eng. & Systems 2018-08-21 Otmar Loffeld , Dunja Alexandra Hage , Miguel Heredia Conde , Ling Wang

We tackle the problem of recovering an unknown signal observed in an ill-posed inverse problem framework. More precisely, we study a procedure commonly used in numerical analysis or image deblurring: minimizing an empirical loss function…

Statistics Theory · Mathematics 2007-09-18 J. M. Loubes

Tucker decomposition is a common method for the analysis of multi-way/tensor data. Standard Tucker has been shown to be sensitive against heavy corruptions, due to its L2-norm-based formulation which places squared emphasis to peripheral…

Numerical Analysis · Computer Science 2019-04-16 Dimitris G. Chachlakis , Ashley Prater-Bennette , Panos P. Markopoulos

The joint sparse recovery problem is a generalization of the single measurement vector problem which is widely studied in Compressed Sensing and it aims to recovery a set of jointly sparse vectors. i.e. have nonzero entries concentrated at…

Information Theory · Computer Science 2017-01-10 Changlong Wang , Jigen Peng

This paper investigates a general class of problems in which a lower bounded smooth convex function incorporating $\ell_{0}$ and $\ell_{2,0}$ regularization is minimized over a box constraint. Although such problems arise frequently in…

Optimization and Control · Mathematics 2025-11-26 Yuge Ye , Qingna Li

In this paper we look at a particular problem related to under-determined linear systems of equations with sparse solutions. $\ell_1$-minimization is a fairly successful polynomial technique that can in certain statistical scenarios find…

Information Theory · Computer Science 2015-07-17 Mihailo Stojnic

The \(L_1/L_2\) norm ratio has gained significant attention as a measure of sparsity due to three merits: sharper approximation to the \(L_0\) norm compared to the \(L_1\) norm, being parameter-free and scale-invariant, and exceptional…

Optimization and Control · Mathematics 2024-11-14 Min Tao , Xiao-Ping Zhang , Yun-Bin Zhao

The problem of finding the maximum likelihood estimates for the regression coefficients in generalised linear models with an L1 sparsity penalty is shown to be equivalent to minimising the unpenalised maximum log-likelihood function over a…

Methodology · Statistics 2015-12-21 Tom Michoel

This article proposes novel sparsity-aware space-time adaptive processing (SA-STAP) algorithms with $l_1$-norm regularization for airborne phased-array radar applications. The proposed SA-STAP algorithms suppose that a number of samples of…

Information Theory · Computer Science 2013-04-16 Z. Yang , R. C. de Lamare

This work addresses the robust reconstruction problem of a sparse signal from compressed measurements. We propose a robust formulation for sparse reconstruction which employs the $\ell_1$-norm as the loss function for the residual error and…

Information Theory · Computer Science 2017-03-30 Fei Wen , Yuan Yang , Ling Pei , Wenxian Yu , Peilin Liu

Recovering nonlinearly degraded signal in the presence of noise is a challenging problem. In this work, this problem is tackled by minimizing the sum of a non convex least-squares fit criterion and a penalty term. We assume that the…

Signal Processing · Electrical Eng. & Systems 2019-02-27 Marc Castella , Jean-Christophe Pesquet , Arthur Marmin

Incorporating a non-Euclidean variable metric to first-order algorithms is known to bring enhancement. However, due to the lack of an optimal choice, such an enhancement appears significantly underestimated. In this work, we establish a…

Optimization and Control · Mathematics 2023-11-21 Yifan Ran

We conducted an extensive computational experiment, lasting multiple CPU-years, to optimally select parameters for two important classes of algorithms for finding sparse solutions of underdetermined systems of linear equations. We make the…

Numerical Analysis · Computer Science 2015-05-14 Arian Maleki , David L. Donoho

The goal of this paper is to find a low-rank approximation for a given tensor. Specifically, we give a computable strategy on calculating the rank of a given tensor, based on approximating the solution to an NP-hard problem. In this paper,…

Numerical Analysis · Mathematics 2016-10-20 Xiaofei Wang , Carmeliza Navasca
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